Dear All,
We are happy to announce, after a long gestation, the release of the new
version of FRAILTYPACK (version 2.2-9.5) which is now available from
CRAN. The package fit general frailty models using penalized likelihood
estimation, for clustered or recurrent events.
For instance :
-- ADDITIVE FRAILTY MODELS for proportional hazards models with two
correlated random effects (intercept random effect with random slope):
fitAdditive<-additivePenal(Surv(t1,t2,event)~cluster(group)+var1+slope(var1),
correlation=TRUE,data=dataAdditive,n.knots=8,kappa1=10000)
-- NESTED FRAILTY MODELS for hierarchically clustered data (with 2
levels of clustering) by including two random effects:
fitnested<-frailtyPenal(Surv(t1,t2,event)~cluster(group)+subcluster(subgroup),
data=dataNested,n.knots=8,kappa1=50000)
-- JOINT FRAILTY MODELS in the context of joint modelling of recurrent
events with terminal event:
fitJoint<-frailtyPenal(Surv(time.entry,time.end,status)~cluster(id)+
terminal(status.terminal),formula.terminalEvent=~status.terminal,data=dataJoint
,n.knots=12,kappa1=1,kappa2=1,joint=TRUE,recurrentAG=TRUE)
We included several examples.
REFERENCES
[1] Rondeau V, Michiels S, Liquet B, Pignon JP. Investigating trial and
treatment hete
rogeneity in an individual patient data meta-analysis of survival data
by means of the
penalized maximum likelihood approach. Statistics in Medicine 2008 ;27
:1894-1910.
[2] Rondeau V, Mathoulin-Pelissier S, Jacqmin-Gadda H, Brouste V,
Soubeyran P. Joint
frailty models for recurring events and death using maximum penalized
likelihood es-
timation : application on cancer events. Biostatistics 2007 ; 8(4),708-721.
[3] Rondeau V, Filleul L, Joly P. Nested frailty models using maximum
penalized likelihood estimation. Statistics in Medicine. 2006 ;25(23) :
4036-4052.
[4] Rondeau V, Gonzalez JR. FRAILTYPACK : a computer program for the
analysis of
correlated failure time data using penalized likelihood estimation.
Computer Methods
and Statistics in Biomedicine, 2005 ;80,154-164.
[5] Rondeau V, Joly P, Commenges D. Maximum penalized likelihood
estimation in frailty
models. Lifetime Data Analysis, 2003 ;9 :139-153.
--
_____________________________________________________________________
Virginie RONDEAU, Ph.D. - Chercheur INSERM (CR1)
INSERM U897 (Biostatistique),ISPED
Université Victor Segalen Bordeaux2,
146 rue Léo Saignat,
33076 Bordeaux Cedex, France.
email : virginie.rond...@isped.u-bordeaux2.fr
web site : http://biostat.isped.u-bordeaux2.fr/
Phone : (33) 557 574 531
Fax : (33) 556 240 081
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